+214.2%
ARM vs PINS
-27.9%
+242.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | +19.8% | -3.4% | +23.2% | +20.8% |
| 30D | -21.8% | -14.5% | -7.2% | -18.8% |
| 3M | -26.5% | -16.5% | -10.0% | -23.7% |
| 6M | -3.9% | -7.0% | +3.1% | -3.8% |
| YTD | +82.8% | -26.1% | +108.9% | +93.3% |
| 1Y | +34.3% | -30.0% | +64.3% | +44.5% |
| 3Y | +282.2% | -38.5% | +320.7% | +295.4% |
| All | +214.2% | -27.9% | +242.0% | +214.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PINS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling